+1,112.1%
PSX vs VSH
+253.4%
+858.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -1.3% |
| 7D | +4.5% | +4.1% | +0.5% | +3.1% |
| 30D | +26.6% | -4.2% | +30.8% | +27.3% |
| 3M | +39.3% | -50.0% | +89.2% | +69.2% |
| 6M | +56.8% | +80.2% | -23.4% | +11.5% |
| YTD | +101.8% | +121.1% | -19.3% | +30.3% |
| 1Y | +99.6% | +112.0% | -12.4% | +29.1% |
| 3Y | +140.3% | +22.5% | +117.8% | +84.6% |
| 5Y | +339.3% | +64.0% | +275.3% | +183.9% |
| 10Y | +369.9% | +170.4% | +199.5% | +135.1% |
| All | +1,112.1% | +253.4% | +858.6% | +412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling